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Report NEP-ETS-2022-04-11
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Anna Bykhovskaya & Vadim Gorin, 2022, "Asymptotics of Cointegration Tests for High-Dimensional VAR($k$)," Papers, arXiv.org, number 2202.07150, Feb, revised Nov 2023.
- Item repec:cam:camjip:2208 is not listed on IDEAS anymore
- Hauber, Philipp, 2022, "Real-time nowcasting with sparse factor models," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 251551.
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022002, Feb.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2022, "Revisiting the Great Ratios Hypothesis," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 415, Mar, revised 14 Apr 2023, DOI: 10.24149/gwp415r1.